Computing implied volatility using fOptions

Fri, Feb 18, 2005 12:36 PM #

I see by looking at the exchange's website that there are options on the index. - dlr

-----Original Message-----
From: David Reiner <davidr@rhotrading.com> 
Sent: Friday, February 18, 2005 1:30 PM
To: Wojciech ?lusarski; r-sig-finance@stat.math.ethz.ch
Subject: RE: [R-sig-finance] Computing implied volatility using fOptions

 (BTW, I looked on Bloomberg for these options, and it says there are no options in WIG20, either on the cash index or on the futures. Are these OTC's? If so, then, somewhat different cautions may apply.)

David Reiner